Smoothing Spline ANOVA for Time-Dependent Spectral Analysis

DOI10.1198/016214503000000549zbMath1040.62082OpenAlexW1976794373MaRDI QIDQ4468474

Ming Dai, Rainer von Sachs, Wensheng Guo, Hernando Ombao

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2078.1/93275

zbMATH Keywords

spectral estimationtime seriessmoothing splinetensor productlocally stationary processsmooth localized complex exponential basis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15) Analysis of variance and covariance (ANOVA) (62J10)

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